There are two ways to import orders from a store: manually and automatically.
Manual Order Import
To import orders manually, navigate to Settings > Stores and click the “Import Orders” button or click the new orders button in the top left of any orders page and choose "Recieve Store Orders"
Automatic Order Import and Updates
To configure automatic imports and updates, click on the desired store name.
Then, choose an interval or set a custom one to receive and send order updates.